Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 49 589 | 49 487 | 84 746 CHF | 85 069 CHF | 99,06% | 99,06% |
14/08/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 49 251 | 48 917 | 82 416 CHF | 82 351 CHF | 98,83% | 98,83% |
13/08/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 212 CHF | 82 712 CHF | 97,08% | 97,08% |
12/08/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 460 CHF | 80 960 CHF | 100,00% | 100,00% |
09/08/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 678 CHF | 80 178 CHF | 100,00% | 100,00% |
08/08/2024 | 0,70% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 46 792 | 46 792 | 71 723 CHF | 72 212 CHF | 97,83% | 97,83% |
07/08/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 205 CHF | 76 705 CHF | 100,00% | 100,00% |
06/08/2024 | 0,88% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 45 884 | 39 710 | 66 248 CHF | 57 751 CHF | 99,55% | 99,55% |
02/08/2024 | 1,65% | 1,59 CHF | 1,62 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 64 486 CHF | 16 390 CHF | 97,66% | 97,66% |
31/07/2024 | 0,60% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 47 289 | 46 611 | 82 032 CHF | 81 342 CHF | 30,66% | 30,66% |